@yuants/vendor-okx 0.23.25 → 0.24.0

package/dist/order.js

@@ -1,9 +1,9 @@
 import { Terminal } from '@yuants/protocol';
 import { writeToSQL } from '@yuants/sql';
 import { encodePath, formatTime } from '@yuants/utils';
-import { defer, firstValueFrom, from, map, merge, mergeMap, repeat, retry, shareReplay, Subject, tap, } from 'rxjs';
-import { accountUid$ } from './account';
-import { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api';
+import { defer, from, map, merge, mergeMap, repeat, retry, shareReplay, Subject, tap } from 'rxjs';
+import { getTradingAccountId } from './account';
+import { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api/private-api';
 export const order$ = new Subject();
 order$
     .pipe(
@@ -68,10 +68,7 @@ const makeOrder = (x, account_id) => {
     };
 };
 (async () => {
-    const uid = await firstValueFrom(accountUid$);
-    const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;
-    const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;
-    const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;
+    const TRADING_ACCOUNT_ID = await getTradingAccountId();
     const swapHistoryOrders = defer(() => getTradeOrdersHistory(getDefaultCredential(), { instType: 'SWAP' })).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
     const swapPendingOrders = defer(() => getTradeOrdersPending(getDefaultCredential(), { instType: 'SWAP' })).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
     const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(

package/dist/order.js.map

@@ -1 +1 @@
-{"version":3,"file":"order.js","sourceRoot":"","sources":["../src/order.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EACL,KAAK,EACL,cAAc,EACd,IAAI,EACJ,GAAG,EACH,KAAK,EACL,QAAQ,EACR,MAAM,EACN,KAAK,EACL,WAAW,EACX,OAAO,EACP,GAAG,GACJ,MAAM,MAAM,CAAC;AACd,OAAO,EAAE,WAAW,EAAE,MAAM,WAAW,CAAC;AACxC,OAAO,EAAE,oBAAoB,EAAE,qBAAqB,EAAE,qBAAqB,EAAE,MAAM,OAAO,CAAC;AAE3F,MAAM,CAAC,MAAM,MAAM,GAAG,IAAI,OAAO,EAAU,CAAC;AAE5C,MAAM;KACH,IAAI;AACH,EAAE;AACF,sBAAsB;AACtB,UAAU,CAAC;IACT,QAAQ,EAAE,QAAQ,CAAC,WAAW,EAAE;IAChC,SAAS,EAAE,SAAS;IACpB,aAAa,EAAE,IAAI;IACnB,OAAO,EAAE;QACP,UAAU;QACV,YAAY;QACZ,YAAY;QACZ,aAAa;QACb,YAAY;QACZ,iBAAiB;QACjB,QAAQ;QACR,WAAW;QACX,YAAY;QACZ,WAAW;QACX,OAAO;QACP,eAAe;QACf,cAAc;QACd,cAAc;QACd,SAAS;QACT,mBAAmB;QACnB,aAAa;QACb,8BAA8B;KAC/B;IACD,YAAY,EAAE,CAAC,YAAY,EAAE,UAAU,CAAC;CACzC,CAAC,CACH;KACA,SAAS,EAAE,CAAC;AAEf,MAAM,SAAS,GAAG,CAChB,CAgBC,EACD,UAAkB,EACV,EAAE;IACV,MAAM,UAAU,GAAG,CAAC,CAAC,OAAO,KAAK,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,CAAC;IACnG,MAAM,eAAe,GACnB,CAAC,CAAC,IAAI,KAAK,KAAK;QACd,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,MAAM;YACpB,CAAC,CAAC,WAAW;YACb,CAAC,CAAC,aAAa;QACjB,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO;YACvB,CAAC,CAAC,YAAY;YACd,CAAC,CAAC,YAAY,CAAC;IACnB,MAAM,YAAY,GAAG,CAAC,MAAM,EAAE,kBAAkB,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC;QACjE,CAAC,CAAC,UAAU;QACZ,CAAC,CAAC,CAAC,CAAC,KAAK,KAAK,QAAQ;YACtB,CAAC,CAAC,QAAQ;YACV,CAAC,CAAC,WAAW,CAAC;IAChB,OAAO;QACL,QAAQ,EAAE,CAAC,CAAC,OAAO,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK;QAChD,UAAU;QACV,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;QAC5C,SAAS,EAAE,CAAC,CAAC,CAAC,KAAK;QACnB,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ;QACtB,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;QAChC,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;QAChC,UAAU;QACV,eAAe;QACf,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE;QACb,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS;QAC3B,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE;QACZ,YAAY,EAAE,CAAC,CAAC,CAAC,KAAK;QACtB,YAAY;KACb,CAAC;AACJ,CAAC,CAAC;AAEF,CAAC,KAAK,IAAI,EAAE;IACV,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,WAAW,CAAC,CAAC;IAE9C,MAAM,kBAAkB,GAAG,OAAO,GAAG,UAAU,CAAC;IAChD,MAAM,kBAAkB,GAAG,OAAO,GAAG,eAAe,CAAC;IACrD,MAAM,kBAAkB,GAAG,OAAO,GAAG,eAAe,CAAC;IAErD,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CACnC,qBAAqB,CAAC,oBAAoB,EAAE,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CACpE,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,WAAW,CAAC,CAAC,CAAC,CAAC,CAAC;IAExE,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CACnC,qBAAqB,CAAC,oBAAoB,EAAE,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CACpE,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,WAAW,CAAC,CAAC,CAAC,CAAC,CAAC;IAExE,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,IAAI;IACpD,EAAE;IACF,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,IAAI;IACrB,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAC7C,CACF,CACF,CAAC;IAEF,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,IAAI;IACpD,EAAE;IACF,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,IAAI;IACrB,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAC7C,CACF,CACF,CAAC;IAEF,KAAK,CAAC,uBAAuB,EAAE,uBAAuB,CAAC;SACpD,IAAI;IACH,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;QACR,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACjB,CAAC,CAAC,CACH;SACA,SAAS,EAAE,CAAC;AACjB,CAAC,CAAC,EAAE,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport {\n  defer,\n  firstValueFrom,\n  from,\n  map,\n  merge,\n  mergeMap,\n  repeat,\n  retry,\n  shareReplay,\n  Subject,\n  tap,\n} from 'rxjs';\nimport { accountUid$ } from './account';\nimport { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api';\n\nexport const order$ = new Subject<IOrder>();\n\norder$\n  .pipe(\n    //\n    // mergeMap((x) => x),\n    writeToSQL({\n      terminal: Terminal.fromNodeEnv(),\n      tableName: '\"order\"',\n      writeInterval: 1000,\n      columns: [\n        'order_id',\n        'account_id',\n        'product_id',\n        'position_id',\n        'order_type',\n        'order_direction',\n        'volume',\n        'submit_at',\n        'updated_at',\n        'filled_at',\n        'price',\n        'traded_volume',\n        'traded_price',\n        'order_status',\n        'comment',\n        'profit_correction',\n        'real_profit',\n        'inferred_base_currency_price',\n      ],\n      conflictKeys: ['account_id', 'order_id'],\n    }),\n  )\n  .subscribe();\n\nconst makeOrder = (\n  x: {\n    ordType: string;\n    side: string;\n    posSide: string;\n    instType: string;\n    instId: string;\n    cTime: string;\n    uTime: string;\n    fillTime: string;\n    sz: string;\n    accFillSz: string;\n    px: string;\n    avgPx: string;\n    state: string;\n    clOrdId: string;\n    ordId: string;\n  },\n  account_id: string,\n): IOrder => {\n  const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n  const order_direction =\n    x.side === 'buy'\n      ? x.posSide === 'long'\n        ? 'OPEN_LONG'\n        : 'CLOSE_SHORT'\n      : x.posSide === 'short'\n      ? 'OPEN_SHORT'\n      : 'CLOSE_LONG';\n  const order_status = ['live', 'partially_filled'].includes(x.state)\n    ? 'ACCEPTED'\n    : x.state === 'filled'\n    ? 'TRADED'\n    : 'CANCELLED';\n  return {\n    order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n    account_id,\n    product_id: encodePath(x.instType, x.instId),\n    submit_at: +x.cTime,\n    filled_at: +x.fillTime,\n    created_at: formatTime(+x.cTime),\n    updated_at: formatTime(+x.uTime),\n    order_type,\n    order_direction,\n    volume: +x.sz,\n    traded_volume: +x.accFillSz,\n    price: +x.px,\n    traded_price: +x.avgPx,\n    order_status,\n  };\n};\n\n(async () => {\n  const uid = await firstValueFrom(accountUid$);\n\n  const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n  const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n  const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n  const swapHistoryOrders = defer(() =>\n    getTradeOrdersHistory(getDefaultCredential(), { instType: 'SWAP' }),\n  ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n  const swapPendingOrders = defer(() =>\n    getTradeOrdersPending(getDefaultCredential(), { instType: 'SWAP' }),\n  ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n  const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n    .pipe(\n      //\n      tap((x) => {\n        order$.next(x);\n      }),\n    )\n    .subscribe();\n})();\n"]}
+{"version":3,"file":"order.js","sourceRoot":"","sources":["../src/order.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,OAAO,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AACnG,OAAO,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAChD,OAAO,EAAE,oBAAoB,EAAE,qBAAqB,EAAE,qBAAqB,EAAE,MAAM,mBAAmB,CAAC;AAEvG,MAAM,CAAC,MAAM,MAAM,GAAG,IAAI,OAAO,EAAU,CAAC;AAE5C,MAAM;KACH,IAAI;AACH,EAAE;AACF,sBAAsB;AACtB,UAAU,CAAC;IACT,QAAQ,EAAE,QAAQ,CAAC,WAAW,EAAE;IAChC,SAAS,EAAE,SAAS;IACpB,aAAa,EAAE,IAAI;IACnB,OAAO,EAAE;QACP,UAAU;QACV,YAAY;QACZ,YAAY;QACZ,aAAa;QACb,YAAY;QACZ,iBAAiB;QACjB,QAAQ;QACR,WAAW;QACX,YAAY;QACZ,WAAW;QACX,OAAO;QACP,eAAe;QACf,cAAc;QACd,cAAc;QACd,SAAS;QACT,mBAAmB;QACnB,aAAa;QACb,8BAA8B;KAC/B;IACD,YAAY,EAAE,CAAC,YAAY,EAAE,UAAU,CAAC;CACzC,CAAC,CACH;KACA,SAAS,EAAE,CAAC;AAEf,MAAM,SAAS,GAAG,CAChB,CAgBC,EACD,UAAkB,EACV,EAAE;IACV,MAAM,UAAU,GAAG,CAAC,CAAC,OAAO,KAAK,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,CAAC;IACnG,MAAM,eAAe,GACnB,CAAC,CAAC,IAAI,KAAK,KAAK;QACd,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,MAAM;YACpB,CAAC,CAAC,WAAW;YACb,CAAC,CAAC,aAAa;QACjB,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO;YACvB,CAAC,CAAC,YAAY;YACd,CAAC,CAAC,YAAY,CAAC;IACnB,MAAM,YAAY,GAAG,CAAC,MAAM,EAAE,kBAAkB,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC;QACjE,CAAC,CAAC,UAAU;QACZ,CAAC,CAAC,CAAC,CAAC,KAAK,KAAK,QAAQ;YACtB,CAAC,CAAC,QAAQ;YACV,CAAC,CAAC,WAAW,CAAC;IAChB,OAAO;QACL,QAAQ,EAAE,CAAC,CAAC,OAAO,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK;QAChD,UAAU;QACV,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;QAC5C,SAAS,EAAE,CAAC,CAAC,CAAC,KAAK;QACnB,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ;QACtB,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;QAChC,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;QAChC,UAAU;QACV,eAAe;QACf,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE;QACb,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS;QAC3B,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE;QACZ,YAAY,EAAE,CAAC,CAAC,CAAC,KAAK;QACtB,YAAY;KACb,CAAC;AACJ,CAAC,CAAC;AAEF,CAAC,KAAK,IAAI,EAAE;IACV,MAAM,kBAAkB,GAAG,MAAM,mBAAmB,EAAE,CAAC;IAEvD,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CACnC,qBAAqB,CAAC,oBAAoB,EAAE,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CACpE,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,WAAW,CAAC,CAAC,CAAC,CAAC,CAAC;IAExE,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CACnC,qBAAqB,CAAC,oBAAoB,EAAE,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CACpE,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,WAAW,CAAC,CAAC,CAAC,CAAC,CAAC;IAExE,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,IAAI;IACpD,EAAE;IACF,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,IAAI;IACrB,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAC7C,CACF,CACF,CAAC;IAEF,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,IAAI;IACpD,EAAE;IACF,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,IAAI;IACrB,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAC7C,CACF,CACF,CAAC;IAEF,KAAK,CAAC,uBAAuB,EAAE,uBAAuB,CAAC;SACpD,IAAI;IACH,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;QACR,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACjB,CAAC,CAAC,CACH;SACA,SAAS,EAAE,CAAC;AACjB,CAAC,CAAC,EAAE,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, merge, mergeMap, repeat, retry, shareReplay, Subject, tap } from 'rxjs';\nimport { getTradingAccountId } from './account';\nimport { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api/private-api';\n\nexport const order$ = new Subject<IOrder>();\n\norder$\n  .pipe(\n    //\n    // mergeMap((x) => x),\n    writeToSQL({\n      terminal: Terminal.fromNodeEnv(),\n      tableName: '\"order\"',\n      writeInterval: 1000,\n      columns: [\n        'order_id',\n        'account_id',\n        'product_id',\n        'position_id',\n        'order_type',\n        'order_direction',\n        'volume',\n        'submit_at',\n        'updated_at',\n        'filled_at',\n        'price',\n        'traded_volume',\n        'traded_price',\n        'order_status',\n        'comment',\n        'profit_correction',\n        'real_profit',\n        'inferred_base_currency_price',\n      ],\n      conflictKeys: ['account_id', 'order_id'],\n    }),\n  )\n  .subscribe();\n\nconst makeOrder = (\n  x: {\n    ordType: string;\n    side: string;\n    posSide: string;\n    instType: string;\n    instId: string;\n    cTime: string;\n    uTime: string;\n    fillTime: string;\n    sz: string;\n    accFillSz: string;\n    px: string;\n    avgPx: string;\n    state: string;\n    clOrdId: string;\n    ordId: string;\n  },\n  account_id: string,\n): IOrder => {\n  const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n  const order_direction =\n    x.side === 'buy'\n      ? x.posSide === 'long'\n        ? 'OPEN_LONG'\n        : 'CLOSE_SHORT'\n      : x.posSide === 'short'\n      ? 'OPEN_SHORT'\n      : 'CLOSE_LONG';\n  const order_status = ['live', 'partially_filled'].includes(x.state)\n    ? 'ACCEPTED'\n    : x.state === 'filled'\n    ? 'TRADED'\n    : 'CANCELLED';\n  return {\n    order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n    account_id,\n    product_id: encodePath(x.instType, x.instId),\n    submit_at: +x.cTime,\n    filled_at: +x.fillTime,\n    created_at: formatTime(+x.cTime),\n    updated_at: formatTime(+x.uTime),\n    order_type,\n    order_direction,\n    volume: +x.sz,\n    traded_volume: +x.accFillSz,\n    price: +x.px,\n    traded_price: +x.avgPx,\n    order_status,\n  };\n};\n\n(async () => {\n  const TRADING_ACCOUNT_ID = await getTradingAccountId();\n\n  const swapHistoryOrders = defer(() =>\n    getTradeOrdersHistory(getDefaultCredential(), { instType: 'SWAP' }),\n  ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n  const swapPendingOrders = defer(() =>\n    getTradeOrdersPending(getDefaultCredential(), { instType: 'SWAP' }),\n  ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n  const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n    .pipe(\n      //\n      tap((x) => {\n        order$.next(x);\n      }),\n    )\n    .subscribe();\n})();\n"]}

package/dist/orders/cancelOrder.js

@@ -0,0 +1,13 @@
+import { decodePath } from '@yuants/utils';
+import { postTradeCancelOrder } from '../api/private-api';
+export const cancelOrder = async (credential, order) => {
+    const [, instId] = decodePath(order.product_id);
+    const res = await postTradeCancelOrder(credential, {
+        instId,
+        ordId: order.order_id,
+    });
+    if (res.code !== '0') {
+        throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);
+    }
+};
+//# sourceMappingURL=cancelOrder.js.map

package/dist/orders/cancelOrder.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../src/orders/cancelOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAe,oBAAoB,EAAE,MAAM,oBAAoB,CAAC;AAEvE,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAChD,MAAM,GAAG,GAAG,MAAM,oBAAoB,CAAC,UAAU,EAAE;QACjD,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS;KACvB,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,6BAA6B,GAAG,CAAC,IAAI,QAAQ,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { ICredential, postTradeCancelOrder } from '../api/private-api';\n\nexport const cancelOrder = async (credential: ICredential, order: IOrder) => {\n  const [, instId] = decodePath(order.product_id);\n  const res = await postTradeCancelOrder(credential, {\n    instId,\n    ordId: order.order_id!,\n  });\n  if (res.code !== '0') {\n    throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);\n  }\n};\n"]}

package/dist/orders/modifyOrder.js

@@ -0,0 +1,58 @@
+import { formatTime, decodePath, roundToStep } from '@yuants/utils';
+import { firstValueFrom, map } from 'rxjs';
+import { postTradeAmendOrder } from '../api/private-api';
+import { productService } from '../public-data/product';
+import { spotMarketTickers$ } from '../public-data/quote';
+export const modifyOrder = async (credential, order) => {
+    const [instType, instId] = decodePath(order.product_id);
+    const params = {
+        instId,
+        ordId: order.order_id, // 使用现有订单ID
+    };
+    // 如果需要修改价格
+    if (order.price !== undefined) {
+        params.newPx = order.price.toString();
+    }
+    // 如果需要修改数量
+    if (order.volume !== undefined) {
+        // 处理数量修改，类似于 SubmitOrder 中的逻辑
+        if (instType === 'SWAP') {
+            params.newSz = order.volume.toString();
+        }
+        else if (instType === 'SPOT') {
+            params.newSz = order.volume.toString();
+        }
+        else if (instType === 'MARGIN') {
+            if (order.order_type === 'LIMIT') {
+                params.newSz = order.volume.toString();
+            }
+            if (order.order_type === 'MAKER') {
+                params.newSz = order.volume.toString();
+            }
+            if (order.order_type === 'MARKET') {
+                // 对于市价单，可能需要根据当前价格计算新的数量
+                const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
+                    ? +x[instId].askPx
+                    : +x[instId].bidPx)));
+                if (!price) {
+                    throw new Error(`invalid tick: ${price}`);
+                }
+                console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);
+                const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
+                if (!theProduct) {
+                    throw new Error(`Unknown product: ${order.position_id}`);
+                }
+                params.newSz = roundToStep(order.volume * price, theProduct.volume_step).toString();
+            }
+        }
+        else {
+            throw new Error(`Unknown instType: ${instType}`);
+        }
+    }
+    console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));
+    const res = await postTradeAmendOrder(credential, params);
+    if (res.code !== '0') {
+        throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);
+    }
+};
+//# sourceMappingURL=modifyOrder.js.map

package/dist/orders/modifyOrder.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"modifyOrder.js","sourceRoot":"","sources":["../../src/orders/modifyOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAC3C,OAAO,EAAe,mBAAmB,EAAE,MAAM,oBAAoB,CAAC;AACtE,OAAO,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAC;AACxD,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAE1D,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACxD,MAAM,MAAM,GAKR;QACF,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS,EAAE,WAAW;KACpC,CAAC;IAEF,WAAW;IACX,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,EAAE;QAC7B,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;KACvC;IAED,WAAW;IACX,IAAI,KAAK,CAAC,MAAM,KAAK,SAAS,EAAE;QAC9B,8BAA8B;QAC9B,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;SACxC;aAAM,IAAI,QAAQ,KAAK,MAAM,EAAE;YAC9B,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;SACxC;aAAM,IAAI,QAAQ,KAAK,QAAQ,EAAE;YAChC,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;aACxC;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;aACxC;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,EAAE;gBACjC,yBAAyB;gBACzB,MAAM,KAAK,GAAG,MAAM,cAAc,CAChC,kBAAkB,CAAC,IAAI,CACrB,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CACR,KAAK,CAAC,eAAe,KAAK,WAAW,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa;oBAC9E,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK;oBAClB,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK,CACrB,CACF,CACF,CAAC;gBACF,IAAI,CAAC,KAAK,EAAE;oBACV,MAAM,IAAI,KAAK,CAAC,iBAAiB,KAAK,EAAE,CAAC,CAAC;iBAC3C;gBACD,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;gBACpE,MAAM,UAAU,GAAG,MAAM,cAAc,CACrC,cAAc,CAAC,sBAAsB,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,CAChF,CAAC;gBACF,IAAI,CAAC,UAAU,EAAE;oBACf,MAAM,IAAI,KAAK,CAAC,oBAAoB,KAAK,CAAC,WAAW,EAAE,CAAC,CAAC;iBAC1D;gBACD,MAAM,CAAC,KAAK,GAAG,WAAW,CAAC,KAAK,CAAC,MAAM,GAAG,KAAK,EAAE,UAAU,CAAC,WAAY,CAAC,CAAC,QAAQ,EAAE,CAAC;aACtF;SACF;aAAM;YACL,MAAM,IAAI,KAAK,CAAC,qBAAqB,QAAQ,EAAE,CAAC,CAAC;SAClD;KACF;IAED,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,QAAQ,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC;IAEtF,MAAM,GAAG,GAAG,MAAM,mBAAmB,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAC1D,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,4BAA4B,GAAG,CAAC,IAAI,SAAS,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { formatTime, decodePath, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { ICredential, postTradeAmendOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } from '../public-data/quote';\n\nexport const modifyOrder = async (credential: ICredential, order: IOrder) => {\n  const [instType, instId] = decodePath(order.product_id);\n  const params: {\n    instId: string;\n    ordId: string;\n    newPx?: string;\n    newSz?: string;\n  } = {\n    instId,\n    ordId: order.order_id!, // 使用现有订单ID\n  };\n\n  // 如果需要修改价格\n  if (order.price !== undefined) {\n    params.newPx = order.price.toString();\n  }\n\n  // 如果需要修改数量\n  if (order.volume !== undefined) {\n    // 处理数量修改，类似于 SubmitOrder 中的逻辑\n    if (instType === 'SWAP') {\n      params.newSz = order.volume.toString();\n    } else if (instType === 'SPOT') {\n      params.newSz = order.volume.toString();\n    } else if (instType === 'MARGIN') {\n      if (order.order_type === 'LIMIT') {\n        params.newSz = order.volume.toString();\n      }\n      if (order.order_type === 'MAKER') {\n        params.newSz = order.volume.toString();\n      }\n      if (order.order_type === 'MARKET') {\n        // 对于市价单，可能需要根据当前价格计算新的数量\n        const price = await firstValueFrom(\n          spotMarketTickers$.pipe(\n            map((x) =>\n              order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n                ? +x[instId].askPx\n                : +x[instId].bidPx,\n            ),\n          ),\n        );\n        if (!price) {\n          throw new Error(`invalid tick: ${price}`);\n        }\n        console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n        const theProduct = await firstValueFrom(\n          productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n        );\n        if (!theProduct) {\n          throw new Error(`Unknown product: ${order.position_id}`);\n        }\n        params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n      }\n    } else {\n      throw new Error(`Unknown instType: ${instType}`);\n    }\n  }\n\n  console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n  const res = await postTradeAmendOrder(credential, params);\n  if (res.code !== '0') {\n    throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);\n  }\n};\n"]}

package/dist/orders/submitOrder.js

@@ -0,0 +1,107 @@
+import { decodePath, formatTime, roundToStep } from '@yuants/utils';
+import { firstValueFrom, map } from 'rxjs';
+import { postTradeOrder } from '../api/private-api';
+import { productService } from '../public-data/product';
+import { spotMarketTickers$ } from '../public-data/quote';
+const mapOrderDirectionToSide = (direction) => {
+    switch (direction) {
+        case 'OPEN_LONG':
+        case 'CLOSE_SHORT':
+            return 'buy';
+        case 'OPEN_SHORT':
+        case 'CLOSE_LONG':
+            return 'sell';
+    }
+    throw new Error(`Unknown direction: ${direction}`);
+};
+const mapOrderDirectionToPosSide = (direction) => {
+    switch (direction) {
+        case 'OPEN_LONG':
+        case 'CLOSE_LONG':
+            return 'long';
+        case 'CLOSE_SHORT':
+        case 'OPEN_SHORT':
+            return 'short';
+    }
+    throw new Error(`Unknown direction: ${direction}`);
+};
+const mapOrderTypeToOrdType = (order_type) => {
+    switch (order_type) {
+        case 'LIMIT':
+            return 'limit';
+        case 'MARKET':
+            return 'market';
+        case 'MAKER':
+            return 'post_only';
+    }
+    throw new Error(`Unknown order type: ${order_type}`);
+};
+export const submitOrder = async (credential, order) => {
+    var _a, _b, _c;
+    const [instType, instId] = decodePath(order.product_id);
+    // 交易数量，表示要购买或者出售的数量。
+    // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
+    // 当币币杠杆以市价买入时，指计价货币的数量。
+    // 当币币杠杆以市价卖出时，指交易货币的数量。
+    // 对于币币市价单，单位由 tgtCcy 决定
+    // 当交割、永续、期权买入和卖出时，指合约张数。
+    const mapOrderVolumeToSz = async (order) => {
+        if (instType === 'SWAP') {
+            return order.volume;
+        }
+        if (instType === 'MARGIN') {
+            if (order.order_type === 'LIMIT') {
+                return order.volume;
+            }
+            if (order.order_type === 'MAKER') {
+                return order.volume;
+            }
+            if (order.order_type === 'MARKET') {
+                if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
+                    return order.volume;
+                }
+                //
+                const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
+                    ? +x[instId].askPx
+                    : +x[instId].bidPx)));
+                if (!price) {
+                    throw new Error(`invalid tick: ${price}`);
+                }
+                console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);
+                const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
+                if (!theProduct) {
+                    throw new Error(`Unknown product: ${order.position_id}`);
+                }
+                return roundToStep(order.volume * price, theProduct.volume_step);
+            }
+            return 0;
+        }
+        if (instType === 'SPOT') {
+            return order.volume;
+        }
+        throw new Error(`Unknown instType: ${instType}`);
+    };
+    const params = {
+        instId,
+        tdMode: instType === 'SPOT' ? 'cash' : 'cross',
+        side: mapOrderDirectionToSide(order.order_direction),
+        posSide: instType === 'MARGIN' || instType === 'SPOT'
+            ? 'net'
+            : mapOrderDirectionToPosSide(order.order_direction),
+        ordType: mapOrderTypeToOrdType(order.order_type),
+        sz: (await mapOrderVolumeToSz(order)).toString(),
+        tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
+        reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_a = order.order_direction) !== null && _a !== void 0 ? _a : '')
+            ? 'true'
+            : undefined,
+        px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
+        ccy: instType === 'MARGIN' ? 'USDT' : undefined,
+    };
+    console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
+    const res = await postTradeOrder(credential, params);
+    if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
+        return res.data[0].ordId;
+    }
+    throw `Failed to submit order: ${res.code} ${res.msg}`;
+};
+//# sourceMappingURL=submitOrder.js.map

package/dist/orders/submitOrder.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAC3C,OAAO,EAAe,cAAc,EAAE,MAAM,oBAAoB,CAAC;AACjE,OAAO,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAC;AACxD,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAE1D,MAAM,uBAAuB,GAAG,CAAC,SAAkB,EAAE,EAAE;IACrD,QAAQ,SAAS,EAAE;QACjB,KAAK,WAAW,CAAC;QACjB,KAAK,aAAa;YAChB,OAAO,KAAK,CAAC;QACf,KAAK,YAAY,CAAC;QAClB,KAAK,YAAY;YACf,OAAO,MAAM,CAAC;KACjB;IACD,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;AACrD,CAAC,CAAC;AAEF,MAAM,0BAA0B,GAAG,CAAC,SAAkB,EAAE,EAAE;IACxD,QAAQ,SAAS,EAAE;QACjB,KAAK,WAAW,CAAC;QACjB,KAAK,YAAY;YACf,OAAO,MAAM,CAAC;QAChB,KAAK,aAAa,CAAC;QACnB,KAAK,YAAY;YACf,OAAO,OAAO,CAAC;KAClB;IACD,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;AACrD,CAAC,CAAC;AAEF,MAAM,qBAAqB,GAAG,CAAC,UAAmB,EAAE,EAAE;IACpD,QAAQ,UAAU,EAAE;QAClB,KAAK,OAAO;YACV,OAAO,OAAO,CAAC;QACjB,KAAK,QAAQ;YACX,OAAO,QAAQ,CAAC;QAClB,KAAK,OAAO;YACV,OAAO,WAAW,CAAC;KACtB;IACD,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;AACvD,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAmB,EAAE;;IAC3F,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAExD,qBAAqB;IACrB,6BAA6B;IAC7B,wBAAwB;IACxB,wBAAwB;IACxB,wBAAwB;IACxB,yBAAyB;IACzB,MAAM,kBAAkB,GAAG,KAAK,EAAE,KAAa,EAAE,EAAE;QACjD,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,OAAO,KAAK,CAAC,MAAM,CAAC;SACrB;QACD,IAAI,QAAQ,KAAK,QAAQ,EAAE;YACzB,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,OAAO,KAAK,CAAC,MAAM,CAAC;aACrB;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,OAAO,KAAK,CAAC,MAAM,CAAC;aACrB;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,EAAE;gBACjC,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY,EAAE;oBACpF,OAAO,KAAK,CAAC,MAAM,CAAC;iBACrB;gBACD,EAAE;gBACF,MAAM,KAAK,GAAG,MAAM,cAAc,CAChC,kBAAkB,CAAC,IAAI,CACrB,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CACR,0BAA0B,CAAC,KAAK,CAAC,eAAe,CAAC,KAAK,MAAM;oBAC1D,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK;oBAClB,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK,CACrB,CACF,CACF,CAAC;gBACF,IAAI,CAAC,KAAK,EAAE;oBACV,MAAM,IAAI,KAAK,CAAC,iBAAiB,KAAK,EAAE,CAAC,CAAC;iBAC3C;gBACD,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;gBACpE,MAAM,UAAU,GAAG,MAAM,cAAc,CACrC,cAAc,CAAC,sBAAsB,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,CAChF,CAAC;gBACF,IAAI,CAAC,UAAU,EAAE;oBACf,MAAM,IAAI,KAAK,CAAC,oBAAoB,KAAK,CAAC,WAAW,EAAE,CAAC,CAAC;iBAC1D;gBACD,OAAO,WAAW,CAAC,KAAK,CAAC,MAAM,GAAG,KAAK,EAAE,UAAU,CAAC,WAAY,CAAC,CAAC;aACnE;YAED,OAAO,CAAC,CAAC;SACV;QAED,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,OAAO,KAAK,CAAC,MAAM,CAAC;SACrB;QAED,MAAM,IAAI,KAAK,CAAC,qBAAqB,QAAQ,EAAE,CAAC,CAAC;IACnD,CAAC,CAAC;IAEF,MAAM,MAAM,GAAG;QACb,MAAM;QACN,MAAM,EAAE,QAAQ,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO;QAC9C,IAAI,EAAE,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC;QACpD,OAAO,EACL,QAAQ,KAAK,QAAQ,IAAI,QAAQ,KAAK,MAAM;YAC1C,CAAC,CAAC,KAAK;YACP,CAAC,CAAC,0BAA0B,CAAC,KAAK,CAAC,eAAe,CAAC;QACvD,OAAO,EAAE,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC;QAChD,EAAE,EAAE,CAAC,MAAM,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC,QAAQ,EAAE;QAChD,MAAM,EAAE,QAAQ,KAAK,MAAM,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,SAAS;QACrF,UAAU,EACR,QAAQ,KAAK,QAAQ,IAAI,CAAC,YAAY,EAAE,aAAa,CAAC,CAAC,QAAQ,CAAC,MAAA,KAAK,CAAC,eAAe,mCAAI,EAAE,CAAC;YAC1F,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,SAAS;QACf,EAAE,EAAE,KAAK,CAAC,UAAU,KAAK,OAAO,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,KAAM,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,SAAS;QACtG,GAAG,EAAE,QAAQ,KAAK,QAAQ,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS;KAChD,CAAC;IACF,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,QAAQ,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC;IACtF,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IACrD,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,KAAI,MAAA,MAAA,GAAG,CAAC,IAAI,0CAAG,CAAC,CAAC,0CAAE,KAAK,CAAA,EAAE;QAC5C,OAAO,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;KAC1B;IACD,MAAM,2BAA2B,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;AACzD,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { ICredential, postTradeOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } from '../public-data/quote';\n\nconst mapOrderDirectionToSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_SHORT':\n      return 'buy';\n    case 'OPEN_SHORT':\n    case 'CLOSE_LONG':\n      return 'sell';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderDirectionToPosSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_LONG':\n      return 'long';\n    case 'CLOSE_SHORT':\n    case 'OPEN_SHORT':\n      return 'short';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderTypeToOrdType = (order_type?: string) => {\n  switch (order_type) {\n    case 'LIMIT':\n      return 'limit';\n    case 'MARKET':\n      return 'market';\n    case 'MAKER':\n      return 'post_only';\n  }\n  throw new Error(`Unknown order type: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<string> => {\n  const [instType, instId] = decodePath(order.product_id);\n\n  // 交易数量，表示要购买或者出售的数量。\n  // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n  // 当币币杠杆以市价买入时，指计价货币的数量。\n  // 当币币杠杆以市价卖出时，指交易货币的数量。\n  // 对于币币市价单，单位由 tgtCcy 决定\n  // 当交割、永续、期权买入和卖出时，指合约张数。\n  const mapOrderVolumeToSz = async (order: IOrder) => {\n    if (instType === 'SWAP') {\n      return order.volume;\n    }\n    if (instType === 'MARGIN') {\n      if (order.order_type === 'LIMIT') {\n        return order.volume;\n      }\n      if (order.order_type === 'MAKER') {\n        return order.volume;\n      }\n      if (order.order_type === 'MARKET') {\n        if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n          return order.volume;\n        }\n        //\n        const price = await firstValueFrom(\n          spotMarketTickers$.pipe(\n            map((x) =>\n              mapOrderDirectionToPosSide(order.order_direction) === 'long'\n                ? +x[instId].askPx\n                : +x[instId].bidPx,\n            ),\n          ),\n        );\n        if (!price) {\n          throw new Error(`invalid tick: ${price}`);\n        }\n        console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n        const theProduct = await firstValueFrom(\n          productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n        );\n        if (!theProduct) {\n          throw new Error(`Unknown product: ${order.position_id}`);\n        }\n        return roundToStep(order.volume * price, theProduct.volume_step!);\n      }\n\n      return 0;\n    }\n\n    if (instType === 'SPOT') {\n      return order.volume;\n    }\n\n    throw new Error(`Unknown instType: ${instType}`);\n  };\n\n  const params = {\n    instId,\n    tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n    side: mapOrderDirectionToSide(order.order_direction),\n    posSide:\n      instType === 'MARGIN' || instType === 'SPOT'\n        ? 'net'\n        : mapOrderDirectionToPosSide(order.order_direction),\n    ordType: mapOrderTypeToOrdType(order.order_type),\n    sz: (await mapOrderVolumeToSz(order)).toString(),\n    tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n    reduceOnly:\n      instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n        ? 'true'\n        : undefined,\n    px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price!.toString() : undefined,\n    ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n  };\n  console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n  const res = await postTradeOrder(credential, params);\n  if (res.code === '0' && res.data?.[0]?.ordId) {\n    return res.data[0].ordId;\n  }\n  throw `Failed to submit order: ${res.code} ${res.msg}`;\n};\n"]}

package/dist/{interest_rate.js → public-data/interest_rate.js}

@@ -15,8 +15,8 @@ import { Terminal } from '@yuants/protocol';
 import { createSQLWriter } from '@yuants/sql';
 import { decodePath, encodePath, formatTime } from '@yuants/utils';
 import { firstValueFrom, map, mergeAll, timer } from 'rxjs';
+import { getFundingRateHistory, getLendingRateHistory } from '../api/public-api';
 import { productService } from './product';
-import { getFundingRateHistory, getLendingRateHistory } from './public-api';
 createSQLWriter(Terminal.fromNodeEnv(), {
     data$: productService.products$.pipe(mergeAll(), map((x) => ({
         series_id: encodePath(x.datasource_id, x.product_id),

package/dist/public-data/interest_rate.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../src/public-data/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAyB,MAAM,qBAAqB,CAAC;AAClF,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,eAAe,EAAE,MAAM,aAAa,CAAC;AAC9C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,QAAQ,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC5D,OAAO,EAAE,qBAAqB,EAAE,qBAAqB,EAAE,MAAM,mBAAmB,CAAC;AACjF,OAAO,EAAE,cAAc,EAAE,MAAM,WAAW,CAAC;AAE3C,eAAe,CAAwB,QAAQ,CAAC,WAAW,EAAE,EAAE;IAC7D,KAAK,EAAE,cAAc,CAAC,SAAS,CAAC,IAAI,CAClC,QAAQ,EAAE,EACV,GAAG,CACD,CAAC,CAAC,EAAyB,EAAE,CAAC,CAAC;QAC7B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,UAAU,CAAC;QACpD,UAAU,EAAE,eAAe;QAC3B,YAAY,EAAE,WAAW;QACzB,aAAa,EAAE,KAAK;QACpB,QAAQ,EAAE,KAAK;QACf,YAAY,EAAE,CAAC;KAChB,CAAC,CACH,CACF;IACD,SAAS,EAAE,wBAAwB;IACnC,aAAa,EAAE,IAAI;IACnB,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;CAC1C,CAAC,CAAC;AAEH,oBAAoB,CAAgB,QAAQ,CAAC,WAAW,EAAE,EAAE;IAC1D,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,KAAK,CAAC;IAC/B,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,KAAK,GAAG,UAAU,IAAI,CAAC,CAAC;YAC9B,MAAM,GAAG,GAAG,QAAQ,IAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACnC,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC1D,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAElD,IAAI,QAAQ,KAAK,MAAM,EAAE;gBACvB,IAAI,WAAW,GAAG,GAAG,CAAC;gBACtB,OAAO,IAAI,EAAE;oBACX,kCAAkC;oBAClC,MAAM,GAAG,GAAG,cAAM,qBAAqB,CAAC;wBACtC,MAAM,EAAE,MAAM;wBACd,KAAK,EAAE,GAAG,WAAW,EAAE;qBACxB,CAAC,CAAA,CAAC;oBACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;wBACpB,MAAM,iCAAiC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;qBAC9D;oBACD,cAAc;oBACd,IAAI,GAAG,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,EAAE;wBACzB,MAAM;qBACP;oBACD,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,uBAAuB,EAAE,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC;oBACxF,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,GAAG,CACvB,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;wBACrB,SAAS,EAAE,SAAS;wBACpB,UAAU;wBACV,aAAa;wBACb,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;wBACtC,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,WAAW,EAAE;wBAC9B,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;wBAC9B,gBAAgB,EAAE,EAAE;qBACrB,CAAC,CACH,CAAC;oBACF,oBAAM,IAAI,CAAA,CAAC;oBACX,WAAW,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;oBACzD,IAAI,WAAW,IAAI,KAAK,EAAE;wBACxB,MAAM;qBACP;oBACD,qBAAqB;oBACrB,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;iBACnC;aACF;YAED,IAAI,QAAQ,KAAK,QAAQ,EAAE;gBACzB,kBAAkB;gBAClB,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;gBACxC,IAAI,WAAW,GAAG,GAAG,CAAC;gBACtB,OAAO,IAAI,EAAE;oBACX,MAAM,OAAO,GAAG,cAAM,qBAAqB,CAAC,EAAE,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,WAAW,EAAE,EAAE,CAAC,CAAA,CAAC;oBACpF,MAAM,QAAQ,GAAG,cAAM,qBAAqB,CAAC,EAAE,GAAG,EAAE,KAAK,EAAE,KAAK,EAAE,GAAG,WAAW,EAAE,EAAE,CAAC,CAAA,CAAC;oBAEtF,IAAI,OAAO,CAAC,IAAI,KAAK,GAAG,EAAE;wBACxB,MAAM,iCAAiC,OAAO,CAAC,IAAI,IAAI,OAAO,CAAC,GAAG,EAAE,CAAC;qBACtE;oBACD,IAAI,OAAO,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,EAAE;wBAC7B,MAAM;qBACP;oBACD,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,uBAAuB,EAAE,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC;oBAE5F,IAAI,QAAQ,CAAC,IAAI,KAAK,GAAG,EAAE;wBACzB,MAAM,iCAAiC,QAAQ,CAAC,IAAI,IAAI,QAAQ,CAAC,GAAG,EAAE,CAAC;qBACxE;oBACD,IAAI,QAAQ,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,EAAE;wBAC9B,MAAM;qBACP;oBACD,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,uBAAuB,EAAE,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC;oBAE7F,mCAAmC;oBACnC,wDAAwD;oBAExD,MAAM,eAAe,GAAG,IAAI,GAAG,EAAkB,CAAC;oBAClD,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE;wBACzB,eAAe,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC;oBACpC,CAAC,CAAC,CAAC;oBAEH,MAAM,IAAI,GAAoB,EAAE,CAAC;oBAEjC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE;wBAC1B,IAAI,CAAC,eAAe,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC;4BAAE,OAAO;wBACvC,MAAM,SAAS,GAAG,CAAC,CAAC,CAAC,IAAI,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,UAAU;wBAChD,MAAM,UAAU,GAAG,CAAC,eAAe,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAE,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,UAAU;wBACrE,IAAI,CAAC,IAAI,CAAC;4BACR,SAAS;4BACT,UAAU;4BACV,aAAa;4BACb,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;4BAC7B,SAAS,EAAE,GAAG,CAAC,SAAS,EAAE;4BAC1B,UAAU,EAAE,GAAG,CAAC,UAAU,EAAE;4BAC5B,gBAAgB,EAAE,EAAE;yBACrB,CAAC,CAAC;oBACL,CAAC,CAAC,CAAC;oBAEH,oBAAM,IAAI,CAAA,CAAC;oBACX,WAAW,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,CAAC;oBACnE,IAAI,WAAW,IAAI,KAAK,EAAE;wBACxB,MAAM;qBACP;oBACD,qBAAqB;oBACrB,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;iBACnC;aACF;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, timer } from 'rxjs';\nimport { getFundingRateHistory, getLendingRateHistory } from '../api/public-api';\nimport { productService } from './product';\n\ncreateSQLWriter<ISeriesCollectingTask>(Terminal.fromNodeEnv(), {\n  data$: productService.products$.pipe(\n    mergeAll(),\n    map(\n      (x): ISeriesCollectingTask => ({\n        series_id: encodePath(x.datasource_id, x.product_id),\n        table_name: 'interest_rate',\n        cron_pattern: '0 * * * *', // 每小时执行一次\n        cron_timezone: 'UTC',\n        disabled: false,\n        replay_count: 0,\n      }),\n    ),\n  ),\n  tableName: 'series_collecting_task',\n  writeInterval: 1000,\n  conflictKeys: ['series_id', 'table_name'],\n});\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n  tableName: 'interest_rate',\n  series_id_prefix_parts: ['OKX'],\n  reversed: true,\n  serviceOptions: { concurrent: 1 },\n  queryFn: async function* ({ series_id, started_at, ended_at }) {\n    const start = started_at || 0;\n    const end = ended_at || Date.now();\n    const [datasource_id, product_id] = decodePath(series_id);\n    const [instType, instId] = decodePath(product_id);\n\n    if (instType === 'SWAP') {\n      let current_end = end;\n      while (true) {\n        // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点\n        const res = await getFundingRateHistory({\n          instId: instId,\n          after: `${current_end}`,\n        });\n        if (res.code !== '0') {\n          throw `getFundingRateHistory failed: ${res.code} ${res.msg}`;\n        }\n        // 如果没有数据了，就退出\n        if (res.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getFundingRateHistory', JSON.stringify(res.data));\n        const data = res.data.map(\n          (v): IInterestRate => ({\n            series_id: series_id,\n            product_id,\n            datasource_id,\n            created_at: formatTime(+v.fundingTime),\n            long_rate: `${-v.fundingRate}`,\n            short_rate: `${v.fundingRate}`,\n            settlement_price: '',\n          }),\n        );\n        yield data;\n        current_end = +res.data[res.data.length - 1].fundingTime;\n        if (current_end <= start) {\n          break;\n        }\n        // for API rate limit\n        await firstValueFrom(timer(1000));\n      }\n    }\n\n    if (instType === 'MARGIN') {\n      // MARGIN/BTC-USDT\n      const [base, quote] = instId.split('-');\n      let current_end = end;\n      while (true) {\n        const resBase = await getLendingRateHistory({ ccy: base, after: `${current_end}` });\n        const resQuote = await getLendingRateHistory({ ccy: quote, after: `${current_end}` });\n\n        if (resBase.code !== '0') {\n          throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;\n        }\n        if (resBase.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resBase.data));\n\n        if (resQuote.code !== '0') {\n          throw `getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`;\n        }\n        if (resQuote.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resQuote.data));\n\n        // 做多时，借入 quote 的资金，做空时，借入 base 的资金\n        // 用 quote 的 rate 作为 long_rate，base 的 rate 作为 short_rate\n\n        const mapTsToBaseRate = new Map<string, string>();\n        resBase.data.forEach((v) => {\n          mapTsToBaseRate.set(v.ts, v.rate);\n        });\n\n        const data: IInterestRate[] = [];\n\n        resQuote.data.forEach((v) => {\n          if (!mapTsToBaseRate.has(v.ts)) return;\n          const long_rate = +v.rate / 365 / 24; // 转换为小时利率\n          const short_rate = +mapTsToBaseRate.get(v.ts)! / 365 / 24; // 转换为小时利率\n          data.push({\n            series_id,\n            product_id,\n            datasource_id,\n            created_at: formatTime(+v.ts),\n            long_rate: `${-long_rate}`,\n            short_rate: `${-short_rate}`,\n            settlement_price: '',\n          });\n        });\n\n        yield data;\n        current_end = new Date(data[data.length - 1].created_at).getTime();\n        if (current_end <= start) {\n          break;\n        }\n        // for API rate limit\n        await firstValueFrom(timer(1000));\n      }\n    }\n  },\n});\n"]}

package/dist/{market-order.js → public-data/market-order.js}

@@ -1,7 +1,7 @@
 import { Terminal } from '@yuants/protocol';
 import { decodePath, formatTime } from '@yuants/utils';
 import { map, tap } from 'rxjs';
-import { useMarketBooks } from './ws';
+import { useMarketBooks } from '../ws';
 const terminal = Terminal.fromNodeEnv();
 terminal.server.provideService('QueryMarketBooks', {
     required: ['product_id', 'datasource_id'],

package/dist/public-data/market-order.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"market-order.js","sourceRoot":"","sources":["../../src/public-data/market-order.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,GAAG,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAChC,OAAO,EAAE,cAAc,EAAE,MAAM,OAAO,CAAC;AAEvC,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,kBAAkB,EAClB;IACE,QAAQ,EAAE,CAAC,YAAY,EAAE,eAAe,CAAC;IACzC,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,aAAa,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,KAAK,EAAE;KAChD;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;;IACZ,MAAM,EAAE,EAAE,GAAG,GAAG,EAAE,UAAU,EAAE,GAAG,GAAG,CAAC,GAA0C,CAAC;IAChF,MAAM,KAAK,GAAG,yBAAyB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAExD,IAAI,KAAK,EAAE;QACT,OAAO;YACL,GAAG,EAAE;gBACH,IAAI,EAAE,CAAC;gBACP,OAAO,EAAE,IAAI;gBACb,IAAI,EAAE;oBACJ,KAAK,EAAE,KAAK,CAAC,KAAK;oBAClB,IAAI,EAAE,KAAK,CAAC,IAAI,CAAC,MAAA,KAAK,CAAC,IAAI,CAAC,MAAM,EAAE,mCAAI,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;oBACzE,IAAI,EAAE,KAAK,CAAC,IAAI,CAAC,MAAA,KAAK,aAAL,KAAK,uBAAL,KAAK,CAAE,IAAI,CAAC,MAAM,EAAE,mCAAI,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;iBAC3E;aACF;SACF,CAAC;KACH;IACD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,GAAG,EAAE,OAAO,EAAE,cAAc,EAAE,EAAE,CAAC;AACzD,CAAC,CACF,CAAC;AAWF,MAAM,yBAAyB,GAAG,IAAI,GAAG,EAOtC,CAAC;AAEJ,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,aAAa,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,EAAE,CAAC,EAAE,EAAE,EAAE;IAC1E,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,EAAE,CAAC,CAAC;IACnD,MAAM,CAAC,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC1C,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,sBAAsB,EAAE,EAAE,CAAC,CAAC;IAEjE,OAAO,cAAc,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC,IAAI,CACzC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE;QACX,OAAO,IAAI,CAAC,CAAC,CAAC,CAAC;IACjB,CAAC,CAAC,EACF,GAAG,CAAC;QACF,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE;YACV,IAAI,CAAC,yBAAyB,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE;gBAC9C,yBAAyB,CAAC,GAAG,CAAC,UAAU,EAAE;oBACxC,KAAK,EAAE,CAAC,CAAC,KAAK;oBACd,IAAI,EAAE,IAAI,GAAG,EAAkF;oBAC/F,IAAI,EAAE,IAAI,GAAG,EAAkF;iBAChG,CAAC,CAAC;aACJ;YACD,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,WAAC,OAAA,MAAA,yBAAyB,CAAC,GAAG,CAAC,UAAU,CAAC,0CAAE,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,CAAA,EAAA,CAAC,CAAC;YACtF,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,WAAC,OAAA,MAAA,yBAAyB,CAAC,GAAG,CAAC,UAAU,CAAC,0CAAE,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,CAAA,EAAA,CAAC,CAAC;QACxF,CAAC;QACD,QAAQ,EAAE,GAAG,EAAE;YACb,yBAAyB,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QAC/C,CAAC;KACF,CAAC,CACH,CAAC;AACJ,CAAC,CAAC,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { map, tap } from 'rxjs';\nimport { useMarketBooks } from '../ws';\n\nconst terminal = Terminal.fromNodeEnv();\n\nterminal.server.provideService(\n  'QueryMarketBooks',\n  {\n    required: ['product_id', 'datasource_id'],\n    properties: {\n      product_id: { type: 'string' },\n      datasource_id: { type: 'string', const: 'OKX' },\n    },\n  },\n  async (msg) => {\n    const { sz = '1', product_id } = msg.req as { sz?: string; product_id: string };\n    const books = mapProductIdToMarketBooks.get(product_id);\n\n    if (books) {\n      return {\n        res: {\n          code: 0,\n          message: 'OK',\n          data: {\n            seqId: books.seqId,\n            bids: Array.from(books.bids.values() ?? []).sort((a, b) => +b[0] - +a[0]),\n            asks: Array.from(books?.asks.values() ?? []).sort((a, b) => +a[0] - +b[0]),\n          },\n        },\n      };\n    }\n    return { res: { code: 500, message: 'Server Error' } };\n  },\n);\n\nexport interface IWSOrderBook {\n  asks: [price: string, volume: string, abandon: string, order_number: string][];\n  bids: [price: string, volume: string, abandon: string, order_number: string][];\n  ts: string;\n  prevSeqId: number;\n  seqId: number;\n  checksum: number;\n}\n\nconst mapProductIdToMarketBooks = new Map<\n  string,\n  {\n    asks: Map<string, [price: string, volume: string, abandon: string, order_number: string]>;\n    bids: Map<string, [price: string, volume: string, abandon: string, order_number: string]>;\n    seqId: number;\n  }\n>();\n\nterminal.channel.publishChannel('MarketBooks', { pattern: `^OKX/` }, (id) => {\n  const [datasource_id, product_id] = decodePath(id);\n  const [, instId] = decodePath(product_id);\n  console.info(formatTime(Date.now()), `SubscribeMarketBooks`, id);\n\n  return useMarketBooks('books', instId).pipe(\n    map((data) => {\n      return data[0];\n    }),\n    tap({\n      next: (v) => {\n        if (!mapProductIdToMarketBooks.get(product_id)) {\n          mapProductIdToMarketBooks.set(product_id, {\n            seqId: v.seqId,\n            asks: new Map<string, [price: string, volume: string, abandon: string, order_number: string]>(),\n            bids: new Map<string, [price: string, volume: string, abandon: string, order_number: string]>(),\n          });\n        }\n        v.asks.map((ask) => mapProductIdToMarketBooks.get(product_id)?.asks.set(ask[0], ask));\n        v.bids.map((bid) => mapProductIdToMarketBooks.get(product_id)?.bids.set(bid[0], bid));\n      },\n      finalize: () => {\n        mapProductIdToMarketBooks.delete(product_id);\n      },\n    }),\n  );\n});\n"]}

package/dist/{ohlc.js → public-data/ohlc.js}

@@ -15,10 +15,9 @@ import { Terminal } from '@yuants/protocol';
 import { writeToSQL } from '@yuants/sql';
 import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
 import { firstValueFrom, map, timer } from 'rxjs';
-import { provideOHLCFromTimeBackwardService } from './provideOHLCFromTimeBackwardService';
-import { getHistoryCandles } from './public-api';
-import { useOHLC } from './ws';
-// import { useOHLC } from './websocket';
+import { getHistoryCandles } from '../api/public-api';
+import { provideOHLCFromTimeBackwardService } from '../utils/provideOHLCFromTimeBackwardService';
+import { useOHLC } from '../ws';
 const terminal = Terminal.fromNodeEnv();
 // 时间粒度，默认值1m
 // 如 [1m/3m/5m/15m/30m/1H/2H/4H]

package/dist/public-data/ohlc.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAChF,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAClD,OAAO,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AACtD,OAAO,EAAE,kCAAkC,EAAE,MAAM,6CAA6C,CAAC;AACjG,OAAO,EAAE,OAAO,EAAE,MAAM,OAAO,CAAC;AAEhC,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,aAAa;AACb,gCAAgC;AAChC,8BAA8B;AAC9B,8CAA8C;AAE9C,MAAM,wBAAwB,GAA2B;IACvD,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IAEZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IAEZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,MAAM,2BAA2B,GAA2B;IAC1D,IAAI,EAAE,UAAU;IAChB,IAAI,EAAE,UAAU;IAChB,IAAI,EAAE,UAAU;IAChB,KAAK,EAAE,WAAW;IAClB,KAAK,EAAE,WAAW;IAElB,IAAI,EAAE,UAAU;IAChB,IAAI,EAAE,UAAU;IAChB,IAAI,EAAE,UAAU;IAChB,IAAI,EAAE,UAAU;IAChB,KAAK,EAAE,WAAW;IAElB,GAAG,EAAE,UAAU;IACf,GAAG,EAAE,UAAU;IACf,GAAG,EAAE,UAAU;CAChB,CAAC;AAEF,oBAAoB,CAAQ,QAAQ,EAAE;IACpC,SAAS,EAAE,MAAM;IACjB,sBAAsB,EAAE,CAAC,KAAK,CAAC;IAC/B,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,QAAQ,EAAE;;YAC/C,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YACpE,MAAM,MAAM,GAAG,uBAAuB,CAAC,QAAQ,CAAC,CAAC;YACjD,IAAI,CAAC,aAAa,EAAE;gBAClB,MAAM,2BAA2B,CAAC;aACnC;YACD,IAAI,CAAC,UAAU,EAAE;gBACf,MAAM,wBAAwB,CAAC;aAChC;YACD,IAAI,CAAC,MAAM,EAAE;gBACX,MAAM,qBAAqB,CAAC;aAC7B;YACD,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAClD,IAAI,CAAC,MAAM,EAAE;gBACX,MAAM,uBAAuB,UAAU,EAAE,CAAC;aAC3C;YAED,MAAM,GAAG,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC;YAC/C,IAAI,CAAC,GAAG,EAAE;gBACR,MAAM,yBAAyB,QAAQ,EAAE,CAAC;aAC3C;YAED,IAAI,gBAAgB,GAAG,QAAQ,CAAC;YAEhC,OAAO,IAAI,EAAE;gBACX,yBAAyB;gBACzB,MAAM,GAAG,GAAG,cAAM,iBAAiB,CAAC;oBAClC,MAAM;oBACN,GAAG;oBACH,KAAK,EAAE,GAAG,gBAAgB,EAAE;oBAC5B,KAAK,EAAE,KAAK;iBACb,CAAC,CAAA,CAAC;gBACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;oBACpB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;iBAC5C;gBACD,IAAI,GAAG,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC;oBAAE,MAAM;gBACjC,gBAAgB,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;gBACrD,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,GAAG,CACvB,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;oBACb,SAAS;oBACT,aAAa;oBACb,UAAU;oBACV,QAAQ;oBACR,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;oBAC7B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;oBACrC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;oBACV,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;oBACV,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;oBACT,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;oBACX,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;oBACZ,aAAa,EAAE,GAAG;iBACnB,CAAC,CACH,CAAC;gBACF,oBAAM,IAAI,CAAA,CAAC;gBACX,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC;AAEH,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,MAAM,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,EAAE,CAAC,SAAS,EAAE,EAAE;IAC1E,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;IACpE,MAAM,CAAC,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC1C,MAAM,MAAM,GAAG,uBAAuB,CAAC,QAAQ,CAAC,CAAC;IACjD,IAAI,CAAC,aAAa,EAAE;QAClB,MAAM,2BAA2B,CAAC;KACnC;IACD,IAAI,CAAC,UAAU,EAAE;QACf,MAAM,wBAAwB,CAAC;KAChC;IACD,IAAI,CAAC,MAAM,EAAE;QACX,MAAM,qBAAqB,CAAC;KAC7B;IACD,MAAM,UAAU,GAAG,2BAA2B,CAAC,QAAQ,CAAC,CAAC;IACzD,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,WAAW,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;IAEzE,OAAO,OAAO,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC,IAAI,CACrC,GAAG,CAAC,CAAC,IAAI,EAAS,EAAE;QAClB,MAAM,UAAU,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACtC,MAAM,SAAS,GAAG,UAAU,GAAG,MAAM,CAAC;QACtC,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACxB,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACxB,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACvB,MAAM,KAAK,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACzB,MAAM,MAAM,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAC1B,OAAO;YACL,SAAS,EAAE,UAAU,CAAC,SAAS,CAAC;YAChC,UAAU,EAAE,UAAU,CAAC,UAAU,CAAC;YAClC,IAAI;YACJ,IAAI;YACJ,GAAG;YACH,KAAK;YACL,SAAS;YACT,aAAa;YACb,QAAQ;YACR,UAAU;YACV,MAAM;YACN,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC,EACF,UAAU,CAAC;QACT,SAAS,EAAE,MAAM;QACjB,YAAY,EAAE,CAAC,YAAY,EAAE,WAAW,CAAC;QACzC,aAAa,EAAE,IAAI;QACnB,QAAQ,EAAE,QAAQ,CAAC,WAAW,EAAE;KACjC,CAAC,CACH,CAAC;AACJ,CAAC,CAAC,CAAC;AAEH,kCAAkC,CAAC;IACjC,QAAQ;IACR,aAAa,EAAE,KAAK;IACpB,mBAAmB,EAAE,MAAM,CAAC,IAAI,CAAC,wBAAwB,CAAC;IAC1D,OAAO,EAAE,KAAK,EAAE,EAAE,SAAS,EAAE,aAAa,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,EAAE,EAAE;QAClF,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QAClD,IAAI,CAAC,MAAM,EAAE;YACX,MAAM,uBAAuB,UAAU,EAAE,CAAC;SAC3C;QAED,MAAM,GAAG,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC;QAC/C,IAAI,CAAC,GAAG,EAAE;YACR,MAAM,yBAAyB,QAAQ,EAAE,CAAC;SAC3C;QAED,kBAAkB;QAClB,MAAM,GAAG,GAAG,MAAM,iBAAiB,CAAC;YAClC,MAAM;YACN,GAAG;YACH,KAAK,EAAE,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE;YACpC,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;YACpB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;SAC5C;QAED,OAAO,GAAG,CAAC,IAAI,CAAC,GAAG,CACjB,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;YACb,SAAS;YACT,aAAa;YACb,UAAU;YACV,QAAQ;YACR,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YAC7B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;YACrC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;YACT,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;YACX,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;YACZ,aAAa,EAAE,GAAG;SACnB,CAAC,CACH,CAAC;IACJ,CAAC;IACD,cAAc,EAAE;QACd,wCAAwC;QACxC,qBAAqB,EAAE,EAAE;QACzB,4BAA4B,EAAE,IAAI;KACnC;CACF,CAAC,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, timer } from 'rxjs';\nimport { getHistoryCandles } from '../api/public-api';\nimport { provideOHLCFromTimeBackwardService } from '../utils/provideOHLCFromTimeBackwardService';\nimport { useOHLC } from '../ws';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n  PT1M: '1m',\n  PT3M: '3m',\n  PT5M: '5m',\n  PT15M: '15m',\n  PT30M: '30m',\n\n  PT1H: '1H',\n  PT2H: '2H',\n  PT4H: '4H',\n  PT6H: '6H',\n  PT12H: '12H',\n\n  P1D: '1D',\n  P1W: '1W',\n  P1M: '1M',\n};\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n  PT1M: 'candle1m',\n  PT3M: 'candle3m',\n  PT5M: 'candle5m',\n  PT15M: 'candle15m',\n  PT30M: 'candle30m',\n\n  PT1H: 'candle1H',\n  PT2H: 'candle2H',\n  PT4H: 'candle4H',\n  PT6H: 'candle6H',\n  PT12H: 'candle12H',\n\n  P1D: 'candle1D',\n  P1W: 'candle1W',\n  P1M: 'candle1M',\n};\n\ncreateSeriesProvider<IOHLC>(terminal, {\n  tableName: 'ohlc',\n  series_id_prefix_parts: ['OKX'],\n  reversed: true,\n  serviceOptions: { concurrent: 1 },\n  queryFn: async function* ({ series_id, ended_at }) {\n    const [datasource_id, product_id, duration] = decodePath(series_id);\n    const offset = convertDurationToOffset(duration);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    if (!offset) {\n      throw 'duration is invalid';\n    }\n    const [instType, instId] = decodePath(product_id);\n    if (!instId) {\n      throw `invalid product_id: ${product_id}`;\n    }\n\n    const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n    if (!bar) {\n      throw `unsupported duration: ${duration}`;\n    }\n\n    let currentStartTime = ended_at;\n\n    while (true) {\n      // 向前翻页，时间降序，不含 after 时间点\n      const res = await getHistoryCandles({\n        instId,\n        bar,\n        after: `${currentStartTime}`,\n        limit: '100',\n      });\n      if (res.code !== '0') {\n        throw `API failed: ${res.code} ${res.msg}`;\n      }\n      if (res.data.length === 0) break;\n      currentStartTime = +res.data[res.data.length - 1][0];\n      const data = res.data.map(\n        (x): IOHLC => ({\n          series_id,\n          datasource_id,\n          product_id,\n          duration,\n          created_at: formatTime(+x[0]),\n          closed_at: formatTime(+x[0] + offset),\n          open: x[1],\n          high: x[2],\n          low: x[3],\n          close: x[4],\n          volume: x[5],\n          open_interest: '0',\n        }),\n      );\n      yield data;\n      await firstValueFrom(timer(1000));\n    }\n  },\n});\n\nterminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n  const [datasource_id, product_id, duration] = decodePath(series_id);\n  const [, instId] = decodePath(product_id);\n  const offset = convertDurationToOffset(duration);\n  if (!datasource_id) {\n    throw 'datasource_id is required';\n  }\n  if (!product_id) {\n    throw 'product_id is required';\n  }\n  if (!offset) {\n    throw 'duration is invalid';\n  }\n  const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n  console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);\n\n  return useOHLC(candleType, instId).pipe(\n    map((data): IOHLC => {\n      const created_at = Number(data[0][0]);\n      const closed_at = created_at + offset;\n      const open = data[0][1];\n      const high = data[0][2];\n      const low = data[0][3];\n      const close = data[0][4];\n      const volume = data[0][5];\n      return {\n        closed_at: formatTime(closed_at),\n        created_at: formatTime(created_at),\n        open,\n        high,\n        low,\n        close,\n        series_id,\n        datasource_id,\n        duration,\n        product_id,\n        volume,\n        open_interest: '0',\n      };\n    }),\n    writeToSQL({\n      tableName: 'ohlc',\n      conflictKeys: ['created_at', 'series_id'],\n      writeInterval: 1000,\n      terminal: Terminal.fromNodeEnv(),\n    }),\n  );\n});\n\nprovideOHLCFromTimeBackwardService({\n  terminal,\n  datasource_id: 'OKX',\n  supported_durations: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n  queryFn: async ({ series_id, datasource_id, product_id, duration, offset, time }) => {\n    const [instType, instId] = decodePath(product_id);\n    if (!instId) {\n      throw `invalid product_id: ${product_id}`;\n    }\n\n    const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n    if (!bar) {\n      throw `unsupported duration: ${duration}`;\n    }\n\n    // 从指定时间点向过去获取一页数据\n    const res = await getHistoryCandles({\n      instId,\n      bar,\n      after: `${new Date(time).getTime()}`, // 不包含该时间点 (标准的右开)\n      limit: `300`,\n    });\n\n    if (res.code !== '0') {\n      throw `API failed: ${res.code} ${res.msg}`;\n    }\n\n    return res.data.map(\n      (x): IOHLC => ({\n        series_id,\n        datasource_id,\n        product_id,\n        duration,\n        created_at: formatTime(+x[0]),\n        closed_at: formatTime(+x[0] + offset),\n        open: x[1],\n        high: x[2],\n        low: x[3],\n        close: x[4],\n        volume: x[5],\n        open_interest: '0',\n      }),\n    );\n  },\n  serviceOptions: {\n    // Rate limit: 20 requests per 2 seconds\n    egress_token_capacity: 20,\n    egress_token_refill_interval: 2000,\n  },\n});\n"]}

package/dist/{product.js → public-data/product.js}

@@ -1,7 +1,7 @@
 import { provideQueryProductsService } from '@yuants/data-product';
 import { Terminal } from '@yuants/protocol';
 import { encodePath } from '@yuants/utils';
-import { getInstruments } from './public-api';
+import { getInstruments } from '../api/public-api';
 const terminal = Terminal.fromNodeEnv();
 // Provide QueryProducts service with the new design
 export const productService = provideQueryProductsService(terminal, 'OKX', async (req) => {

package/dist/public-data/product.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"product.js","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AAEnD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oDAAoD;AACpD,MAAM,CAAC,MAAM,cAAc,GAAG,2BAA2B,CACvD,QAAQ,EACR,KAAK,EACL,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,MAAM,QAAQ,GAAe,EAAE,CAAC;IAEhC,uCAAuC;IACvC,MAAM,CAAC,eAAe,EAAE,iBAAiB,EAAE,eAAe,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC9E,cAAc,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC;QACpC,cAAc,CAAC,EAAE,QAAQ,EAAE,QAAQ,EAAE,CAAC;QACtC,cAAc,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC;KACrC,CAAC,CAAC;IAEH,yBAAyB;IACzB,KAAK,MAAM,UAAU,IAAI,eAAe,CAAC,IAAI,IAAI,EAAE,EAAE;QACnD,IAAI,UAAU,CAAC,MAAM,KAAK,QAAQ,IAAI,UAAU,CAAC,SAAS,KAAK,MAAM,IAAI,CAAC,UAAU,CAAC,KAAK,GAAG,CAAC,EAAE;YAC9F,QAAQ,CAAC,IAAI,CAAC;gBACZ,aAAa,EAAE,KAAK;gBACpB,UAAU,EAAE,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,UAAU,CAAC,MAAM,CAAC;gBAC9D,IAAI,EAAE,GAAG,UAAU,CAAC,QAAQ,IAAI,UAAU,CAAC,SAAS,OAAO;gBAC3D,aAAa,EAAE,UAAU,CAAC,QAAQ;gBAClC,cAAc,EAAE,UAAU,CAAC,SAAS;gBACpC,WAAW,EAAE,CAAC,UAAU,CAAC,KAAK;gBAC9B,WAAW,EAAE,CAAC,UAAU,CAAC,KAAK;gBAC9B,UAAU,EAAE,CAAC,UAAU,CAAC,MAAM;gBAC9B,WAAW,EAAE,CAAC,GAAG,CAAC,UAAU,CAAC,KAAK;gBAClC,gBAAgB,EAAE,EAAE;gBACpB,gBAAgB,EAAE,CAAC;gBACnB,iBAAiB,EAAE,CAAC;gBACpB,YAAY,EAAE,CAAC;gBACf,UAAU,EAAE,CAAC;gBACb,UAAU,EAAE,IAAI;gBAChB,WAAW,EAAE,IAAI;gBACjB,SAAS,EAAE,KAAK;gBAChB,gBAAgB,EAAE,KAAK;aACxB,CAAC,CAAC;SACJ;KACF;IAED,sBAAsB;IACtB,KAAK,MAAM,UAAU,IAAI,iBAAiB,CAAC,IAAI,IAAI,EAAE,EAAE;QACrD,IAAI,CAAC,UAAU,CAAC,KAAK,GAAG,CAAC,EAAE;YACzB,QAAQ,CAAC,IAAI,CAAC;gBACZ,aAAa,EAAE,KAAK;gBACpB,UAAU,EAAE,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,UAAU,CAAC,MAAM,CAAC;gBAC9D,aAAa,EAAE,UAAU,CAAC,OAAO;gBACjC,cAAc,EAAE,UAAU,CAAC,QAAQ;gBACnC,WAAW,EAAE,CAAC;gBACd,WAAW,EAAE,CAAC,UAAU,CAAC,KAAK;gBAC9B,UAAU,EAAE,CAAC,UAAU,CAAC,MAAM;gBAC9B,WAAW,EAAE,CAAC,GAAG,CAAC,UAAU,CAAC,KAAK;gBAClC,IAAI,EAAE,GAAG,UAAU,CAAC,OAAO,IAAI,UAAU,CAAC,QAAQ,SAAS;gBAC3D,gBAAgB,EAAE,EAAE;gBACpB,gBAAgB,EAAE,CAAC;gBACnB,iBAAiB,EAAE,CAAC;gBACpB,YAAY,EAAE,CAAC;gBACf,UAAU,EAAE,CAAC;gBACb,UAAU,EAAE,IAAI;gBAChB,WAAW,EAAE,IAAI;gBACjB,SAAS,EAAE,KAAK;gBAChB,gBAAgB,EAAE,KAAK;aACxB,CAAC,CAAC;SACJ;KACF;IAED,oBAAoB;IACpB,KAAK,MAAM,UAAU,IAAI,eAAe,CAAC,IAAI,IAAI,EAAE,EAAE;QACnD,QAAQ,CAAC,IAAI,CAAC;YACZ,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,UAAU,CAAC,MAAM,CAAC;YAC9D,aAAa,EAAE,UAAU,CAAC,OAAO;YACjC,cAAc,EAAE,UAAU,CAAC,QAAQ;YACnC,WAAW,EAAE,CAAC;YACd,WAAW,EAAE,CAAC,UAAU,CAAC,KAAK;YAC9B,UAAU,EAAE,CAAC,UAAU,CAAC,MAAM;YAC9B,WAAW,EAAE,CAAC;YACd,IAAI,EAAE,GAAG,UAAU,CAAC,OAAO,IAAI,UAAU,CAAC,QAAQ,OAAO;YACzD,gBAAgB,EAAE,EAAE;YACpB,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,KAAK;YAChB,gBAAgB,EAAE,IAAI;SACvB,CAAC,CAAC;KACJ;IAED,OAAO,QAAQ,CAAC;AAClB,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getInstruments } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service with the new design\nexport const productService = provideQueryProductsService(\n  terminal,\n  'OKX',\n  async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n    const products: IProduct[] = [];\n\n    // Get all instrument types in parallel\n    const [swapInstruments, marginInstruments, spotInstruments] = await Promise.all([\n      getInstruments({ instType: 'SWAP' }),\n      getInstruments({ instType: 'MARGIN' }),\n      getInstruments({ instType: 'SPOT' }),\n    ]);\n\n    // Get USDT swap products\n    for (const instrument of swapInstruments.data || []) {\n      if (instrument.ctType === 'linear' && instrument.settleCcy === 'USDT' && +instrument.lever > 0) {\n        products.push({\n          datasource_id: 'OKX',\n          product_id: encodePath(instrument.instType, instrument.instId),\n          name: `${instrument.ctValCcy}-${instrument.settleCcy}-PERP`,\n          base_currency: instrument.ctValCcy,\n          quote_currency: instrument.settleCcy,\n          value_scale: +instrument.ctVal,\n          volume_step: +instrument.lotSz,\n          price_step: +instrument.tickSz,\n          margin_rate: 1 / +instrument.lever,\n          value_scale_unit: '',\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'OKX',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    // Get margin products\n    for (const instrument of marginInstruments.data || []) {\n      if (+instrument.lever > 0) {\n        products.push({\n          datasource_id: 'OKX',\n          product_id: encodePath(instrument.instType, instrument.instId),\n          base_currency: instrument.baseCcy,\n          quote_currency: instrument.quoteCcy,\n          value_scale: 1,\n          volume_step: +instrument.lotSz,\n          price_step: +instrument.tickSz,\n          margin_rate: 1 / +instrument.lever,\n          name: `${instrument.baseCcy}-${instrument.quoteCcy}-MARGIN`,\n          value_scale_unit: '',\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'OKX',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    // Get spot products\n    for (const instrument of spotInstruments.data || []) {\n      products.push({\n        datasource_id: 'OKX',\n        product_id: encodePath(instrument.instType, instrument.instId),\n        base_currency: instrument.baseCcy,\n        quote_currency: instrument.quoteCcy,\n        value_scale: 1,\n        volume_step: +instrument.lotSz,\n        price_step: +instrument.tickSz,\n        margin_rate: 1,\n        name: `${instrument.baseCcy}-${instrument.quoteCcy}-SPOT`,\n        value_scale_unit: '',\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'OKX',\n        no_interest_rate: true,\n      });\n    }\n\n    return products;\n  },\n  {\n    auto_refresh_interval: 3600_000,\n  },\n);\n"]}

package/dist/{quote.js → public-data/quote.js}

@@ -2,9 +2,8 @@ import { Terminal } from '@yuants/protocol';
 import { writeToSQL } from '@yuants/sql';
 import { decodePath, encodePath, formatTime, listWatch } from '@yuants/utils';
 import { catchError, concatMap, defer, distinctUntilChanged, EMPTY, filter, first, firstValueFrom, from, groupBy, map, merge, mergeMap, reduce, repeat, retry, scan, share, shareReplay, switchMap, tap, toArray, } from 'rxjs';
-import { getInstruments, getMarketTickers, getOpenInterest } from './public-api';
-import { useOpenInterest, useTicker } from './ws';
-// import { useOpenInterest, useTicker } from './websocket';
+import { getInstruments, getMarketTickers, getOpenInterest } from '../api/public-api';
+import { useOpenInterest, useTicker } from '../ws';
 const terminal = Terminal.fromNodeEnv();
 const swapInstruments$ = defer(() => getInstruments({ instType: 'SWAP' })).pipe(repeat({ delay: 3600000 }), retry({ delay: 10000 }), map((x) => x.data), shareReplay(1));
 const spotInstruments$ = defer(() => getInstruments({ instType: 'SPOT' })).pipe(repeat({ delay: 3600000 }), retry({ delay: 10000 }), map((x) => x.data), shareReplay(1));

package/dist/public-data/quote.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../src/public-data/quote.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AAC9E,OAAO,EACL,UAAU,EACV,SAAS,EACT,KAAK,EACL,oBAAoB,EACpB,KAAK,EACL,MAAM,EACN,KAAK,EACL,cAAc,EACd,IAAI,EACJ,OAAO,EACP,GAAG,EACH,KAAK,EACL,QAAQ,EACR,MAAM,EACN,MAAM,EACN,KAAK,EACL,IAAI,EACJ,KAAK,EACL,WAAW,EACX,SAAS,EACT,GAAG,EACH,OAAO,GACR,MAAM,MAAM,CAAC;AACd,OAAO,EAAE,cAAc,EAAE,gBAAgB,EAAE,eAAe,EAAoB,MAAM,mBAAmB,CAAC;AACxG,OAAO,EAAE,eAAe,EAAE,SAAS,EAAE,MAAM,OAAO,CAAC;AAEnD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,gBAAgB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,cAAc,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CAC7E,MAAM,CAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAC3B,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,EAClB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AACF,MAAM,gBAAgB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,cAAc,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CAC7E,MAAM,CAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAC3B,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,EAClB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,YAAY,GAAG,CAAC,CAAW,EAAE,CAAW,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,CAAC,CAAC,MAAM,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;AAE1G,MAAM,YAAY,GAAG,gBAAgB,CAAC,IAAI,CACxC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,EAChD,oBAAoB,CAAC,YAAY,CAAC,EAClC,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,YAAY,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,gBAAgB,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CAC3E,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,yBAAyB;AACzB,MAAM,CAAC,MAAM,kBAAkB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,YAAY,CAAC,CAAC,IAAI,CAC9D,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CACf,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAU,CAAC,EAClC,OAAO,EAAE,EACT,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,CAClC,CACF,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,WAAW,GAAG,gBAAgB,CAAC,IAAI,CACvC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;IACR,OAAO,CAAC,IAAI,CAAC,kBAAkB,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC;AAC7C,CAAC,CAAC,EACF,SAAS,CACP,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,EACf,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,EAC1B,GAAG,EAAE,CAAC,IAAI,CACX,EACD,KAAK,EAAE,CACR,CAAC;AAEF,MAAM,oBAAoB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,gBAAgB,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CACnF,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,EAC7B,GAAG,CACD,CAAC,CAAC,EAAmB,EAAE,CAAC,CAAC;IACvB,aAAa,EAAE,KAAK;IACpB,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;IAC5C,UAAU,EAAE,CAAC,CAAC,IAAI;IAClB,SAAS,EAAE,CAAC,CAAC,KAAK;IAClB,SAAS,EAAE,CAAC,CAAC,KAAK;IAClB,UAAU,EAAE,CAAC,CAAC,KAAK;IACnB,UAAU,EAAE,CAAC,CAAC,KAAK;CACpB,CAAC,CACH,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,MAAM,6BAA6B,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,gBAAgB,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CAC5F,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,EAC7B,QAAQ,CAAC,CAAC,CAAC,EAAqB,EAAE,CAAC;IACjC;QACE,aAAa,EAAE,KAAK;QACpB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,CAAC,CAAC,MAAM,CAAC;QACxC,UAAU,EAAE,CAAC,CAAC,IAAI;QAClB,SAAS,EAAE,CAAC,CAAC,KAAK;QAClB,SAAS,EAAE,CAAC,CAAC,KAAK;QAClB,UAAU,EAAE,CAAC,CAAC,KAAK;QACnB,UAAU,EAAE,CAAC,CAAC,KAAK;KACpB;IACD;QACE,aAAa,EAAE,KAAK;QACpB,UAAU,EAAE,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;QAC1C,UAAU,EAAE,CAAC,CAAC,IAAI;QAClB,SAAS,EAAE,CAAC,CAAC,KAAK;QAClB,SAAS,EAAE,CAAC,CAAC,KAAK;QAClB,UAAU,EAAE,CAAC,CAAC,KAAK;QACnB,UAAU,EAAE,CAAC,CAAC,KAAK;KACpB;CACF,CAAC,EACF,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,MAAM,kBAAkB,GAAG,gBAAgB,CAAC,IAAI,CAC9C,SAAS,CACP,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,EACf,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,EAC1B,GAAG,EAAE,CAAC,IAAI,CACX,EACD,GAAG,CACD,CAAC,MAAM,EAAmB,EAAE,CAAC,CAAC;IAC5B,aAAa,EAAE,KAAK;IACpB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC;IAChD,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,IAAI;IAC1B,SAAS,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;IAC1B,SAAS,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;IAC1B,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;IAC3B,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;CAC5B,CAAC,CACH,CACF,CAAC;AAEF,MAAM,2BAA2B,GAAG,WAAW,CAAC,IAAI,CAClD,QAAQ,CAAC,CAAC,MAAM,EAAqB,EAAE,CAAC;IACtC;QACE,aAAa,EAAE,KAAK;QACpB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC;QAChD,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,IAAI;QAC1B,SAAS,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;QAC1B,SAAS,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;QAC1B,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;QAC3B,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;KAC5B;IACD;QACE,aAAa,EAAE,KAAK;QACpB,UAAU,EAAE,UAAU,CAAC,QAAQ,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC;QAClD,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,IAAI;QAC1B,SAAS,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;QAC1B,SAAS,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;QAC1B,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;QAC3B,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;KAC5B;CACF,CAAC,CACH,CAAC;AAEF,MAAM,kBAAkB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,eAAe,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CAChF,MAAM,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACzB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,yBAAyB,GAAG,gBAAgB,CAAC,IAAI,CACrD,SAAS,CACP,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,EACf,CAAC,CAAC,EAAE,EAAE,CAAC,eAAe,CAAC,CAAC,CAAC,MAAM,CAAC,EAChC,GAAG,EAAE,CAAC,IAAI,CACX,EACD,GAAG,CACD,CAAC,CAAC,EAAmB,EAAE,CAAC,CAAC;IACvB,aAAa,EAAE,KAAK;IACpB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC;IAC3C,aAAa,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE;CACvB,CAAC,CACH,EACD,KAAK,EAAE,CACR,CAAC;AAKF,MAAM,uBAAuB,GAAG,KAAK,CAAC,GAAG,EAAE,CACzC,YAAY,CAAC,IAAI,CACf,KAAK,EAAE,EACP,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,EACpF,SAAS,CAAC,CAAC,OAAO,EAAE,EAAE;IACpB,MAAM,KAAK,GAAG,OAAO,CAAC,MAAM,CAAC;IAC7B,IAAI,SAAS,GAAG,CAAC,CAAC;IAClB,OAAO,IAAI,CAAC,OAAO,CAAC,CAAC,IAAI,CACvB,SAAS,CAAC,CAAC,MAAM,EAAE,EAAE,CACnB,KAAK,CAAC,KAAK,IAAI,EAAE;QACf,MAAM,KAAK,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CAGxD,mBAAmB,EAAE;YACrB,QAAQ,EAAE,QAAQ;YAClB,MAAM,EAAE,OAAO;YACf,MAAM;SACP,CAAC,CAAC;QACH,IAAI,CAAC,CAAA,KAAK,aAAL,KAAK,uBAAL,KAAK,CAAE,IAAI,CAAA,EAAE;YAChB,MAAM,IAAI,KAAK,CAAC,qCAAqC,MAAM,KAAK,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC;SAC9E;QACD,OAAO;YACL,MAAM;YACN,KAAK;SACN,CAAC;IACJ,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CAAC,CAChC,EACD,MAAM,CAAC,CAAC,GAAG,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,EAAE,EAAE;QAChC,SAAS,IAAI,CAAC,CAAC;QACf,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,SAAS,IAAI,KAAK,KAAK,MAAM,GAAG,CACjE,CAAC;QACF,IAAI,KAAK,aAAL,KAAK,uBAAL,KAAK,CAAE,IAAI,EAAE;YACf,GAAG,CAAC,GAAG,CAAC,MAAM,EAAE,KAAK,CAAC,IAAI,CAAC,CAAC;SAC7B;QACD,OAAO,GAAG,CAAC;IACb,CAAC,EAAE,IAAI,GAAG,EAA8B,CAAC,CAC1C,CAAC;AACJ,CAAC,CAAC,CACH,CACF,CAAC,IAAI;AACJ,EAAE;AACF,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,MAAM,CAAC,EAAE,KAAK,EAAE,QAAS,EAAE,CAAC,EAC5B,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,4CAA4C;AAC5C,oCAAoC;AACpC,2BAA2B;AAC3B,kEAAkE;AAClE,wCAAwC;AACxC,MAAM,mBAAmB,GAAG,YAAY,CAAC,IAAI,CAC3C,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CACnB,IAAI,CAAC,OAAO,CAAC,CAAC,IAAI,CAChB,QAAQ,CAAC,CAAC,MAAM,EAAE,EAAE,CAClB,KAAK,CAAC,KAAK,IAAI,EAAE;;IACf,MAAM,QAAQ,GAAG,MAAM,cAAc,CAAC,uBAAuB,CAAC,CAAC;IAC/D,MAAM,KAAK,GAAG,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IACnC,IAAI,CAAC,CAAA,KAAK,aAAL,KAAK,uBAAL,KAAK,CAAE,MAAM,CAAA,EAAE;QAClB,OAAO,IAAI,CAAC;KACb;IAED,MAAM,WAAW,GAAG,KAAK;SACtB,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,MAAM,IAAI,IAAI,CAAC,MAAM,KAAK,MAAM,CAAC;SACxD,MAAM,CAAC,CAAC,iBAAiB,EAAE,QAAQ,EAAE,EAAE;QACtC,MAAM,QAAQ,GAAG,iBAAiB,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;QACtD,IAAI,CAAC,QAAQ,IAAI,CAAC,QAAQ,CAAC,QAAQ,GAAG,CAAC,QAAQ,CAAC,QAAQ,EAAE;YACxD,iBAAiB,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;SAChD;QACD,OAAO,iBAAiB,CAAC;IAC3B,CAAC,EAAE,IAAI,GAAG,EAAkC,CAAC,CAAC;IAChD,sBAAsB;IACtB,MAAM,YAAY,GAAG,CAAC,CAAC,CAAA,MAAA,WAAW,CAAC,GAAG,CAAC,GAAG,CAAC,0CAAE,YAAY,KAAI,CAAC,CAAC,CAAC;IAEhE,OAAO;QACL,MAAM;QACN,YAAY;KACb,CAAC;AACJ,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EAAE,MAAM,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,CAAC,CAC7D,CACF,CACF,EACD,MAAM,CAAC,CAAC,MAAM,EAAsD,EAAE,CAAC,MAAM,KAAK,IAAI,CAAC,EACvF,GAAG,CAAC,CAAC,EAAE,MAAM,EAAE,YAAY,EAAE,EAAE,EAAE;IAC/B,MAAM,OAAO,GAAoB;QAC/B,aAAa,EAAE,KAAK;QACpB,UAAU,EAAE,UAAU,CAAC,QAAQ,EAAE,MAAM,CAAC;KACzC,CAAC;IACF,IAAI,OAAO,YAAY,KAAK,QAAQ,IAAI,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,EAAE;QACrE,OAAO,CAAC,aAAa,GAAG,GAAG,YAAY,EAAE,CAAC;KAC3C;IACD,OAAO,OAAO,CAAC;AACjB,CAAC,CAAC,EACF,KAAK,EAAE,CACR,CAAC;AAEF,mBAAmB,CAAC,SAAS,EAAE,CAAC;AAEhC,MAAM,aAAa,GAAG;IACpB,kBAAkB;IAClB,yBAAyB;IACzB,oBAAoB;IACpB,2BAA2B;IAC3B,6BAA6B;IAC7B,mBAAmB;CACpB,CAAC;AAEF,MAAM,MAAM,GAAG,KAAK,CAAC,GAAG,EAAE,CACxB,KAAK,CACH,GAAG,aAAa,CAAC,GAAG,CAAC,CAAC,EAAE,EAAE,EAAE,CAC1B,KAAK,CAAC,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI;AAClB,gBAAgB;AAChB,UAAU,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,CACxB,CACF,CACF,CACF,CAAC,IAAI,CACJ,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,UAAU,CAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,UAAU,CAAC,CAAC,EACzD,QAAQ,CAAC,CAAC,MAAM,EAAE,EAAE;IAClB,OAAO,MAAM,CAAC,IAAI;IAChB,EAAE;IACF,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAAqB,CAAC,CACnE,CAAC;AACJ,CAAC,CAAC,EACF,KAAK,EAAE,CACR,CAAC;AAEF,sBAAsB;AACtB,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAC5E,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QAC3D,IAAI,CAAC,aAAa,EAAE;YAClB,MAAM,2BAA2B,CAAC;SACnC;QACD,IAAI,CAAC,UAAU,EAAE;YACf,MAAM,wBAAwB,CAAC;SAChC;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC,CAAC;IACjE,CAAC,CAAC,CAAC;IAEH,MAAM;SACH,IAAI,CACH,UAAU,CAAC;QACT,QAAQ;QACR,aAAa,EAAE,IAAI;QACnB,SAAS,EAAE,OAAO;QAClB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;CAChB;AAED,MAAM,CAAC,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,kBAAkB,CAAC,CAAC,IAAI,CACnE,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE,CAAU,CAAC,CAAC,CAAC,EAClE,WAAW,CAAC,CAAC,CAAC,CACf,CAAC","sourcesContent":["import { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime, listWatch } from '@yuants/utils';\nimport {\n  catchError,\n  concatMap,\n  defer,\n  distinctUntilChanged,\n  EMPTY,\n  filter,\n  first,\n  firstValueFrom,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  reduce,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n  switchMap,\n  tap,\n  toArray,\n} from 'rxjs';\nimport { getInstruments, getMarketTickers, getOpenInterest, getPositionTiers } from '../api/public-api';\nimport { useOpenInterest, useTicker } from '../ws';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst swapInstruments$ = defer(() => getInstruments({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\nconst spotInstruments$ = defer(() => getInstruments({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\n\nconst shallowEqual = (a: string[], b: string[]) => a.length === b.length && a.every((v, i) => v === b[i]);\n\nconst spotInstIds$ = spotInstruments$.pipe(\n  map((items) => items.map((item) => item.instId)),\n  distinctUntilChanged(shallowEqual),\n  shareReplay(1),\n);\n\nconst spotTickers$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\n// depend by SubmitOrders\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n  mergeMap((x) =>\n    from(x.data).pipe(\n      map((x) => [x.instId, x] as const),\n      toArray(),\n      map((x) => Object.fromEntries(x)),\n    ),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nconst spotTicker$ = spotInstruments$.pipe(\n  tap((x) => {\n    console.info('SPOT INSTRUMENTS', x.length);\n  }),\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  share(),\n);\n\nconst quoteOfSwapFromRest$ = defer(() => getMarketTickers({ instType: 'SWAP' })).pipe(\n  mergeMap((x) => x.data || []),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath(x.instType, x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    }),\n  ),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSpotAndMarginFromRest$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  mergeMap((x) => x.data || []),\n  mergeMap((x): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n  ]),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSwapFromWs$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    }),\n  ),\n);\n\nconst quoteOfSpotAndMarginFromWs$ = spotTicker$.pipe(\n  mergeMap((ticker): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n  ]),\n);\n\nconst swapOpenInterests$ = defer(() => getOpenInterest({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nconst interestRateOfSwapFromWS$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useOpenInterest(x.instId),\n    () => true,\n  ),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', x[0].instId),\n      open_interest: x[0].oi,\n    }),\n  ),\n  share(),\n);\n\ntype PositionTiersResponse = Awaited<ReturnType<typeof getPositionTiers>>;\ntype PositionTiersEntry = PositionTiersResponse['data'];\n\nconst marginPositionTiersMap$ = defer(() =>\n  spotInstIds$.pipe(\n    first(),\n    map((instIds) => instIds.filter((id) => id.endsWith('USDT') || id.endsWith('USDC'))),\n    switchMap((instIds) => {\n      const total = instIds.length;\n      let processed = 0;\n      return from(instIds).pipe(\n        concatMap((instId) =>\n          defer(async () => {\n            const tiers = await terminal.client.requestForResponseData<\n              { instType: string; tdMode: string; instId: string },\n              PositionTiersResponse\n            >('OKX/PositionTiers', {\n              instType: 'MARGIN',\n              tdMode: 'cross',\n              instId,\n            });\n            if (!tiers?.data) {\n              throw new Error(`Failed to load position tiers for ${instId}: ${tiers.msg}`);\n            }\n            return {\n              instId,\n              tiers,\n            };\n          }).pipe(retry({ delay: 2000 })),\n        ),\n        reduce((map, { instId, tiers }) => {\n          processed += 1;\n          console.info(\n            formatTime(Date.now()),\n            `Loaded margin position tiers ${processed}/${total} (${instId})`,\n          );\n          if (tiers?.data) {\n            map.set(instId, tiers.data);\n          }\n          return map;\n        }, new Map<string, PositionTiersEntry>()),\n      );\n    }),\n  ),\n).pipe(\n  //\n  retry({ delay: 60_000 }),\n  repeat({ delay: 86400_000 }),\n  shareReplay(1),\n);\n\n// Margin 的 open interest 只依赖 position-tier：\n// 1) 启动时先拉全量 MARGIN 仓位档位并缓存，下次直接命中；\n// 2) 档位内只保留同 tier 杠杆最高的记录；\n// 3) 当前策略只使用 tier=1 的 quoteMaxLoan 作为持仓上限，不再混合 /account/max-size；\n// 4) 每个 instId 60 秒刷新一次，并在接口报错时 10 秒重试。\nconst marginOpenInterest$ = spotInstIds$.pipe(\n  mergeMap((instIds) =>\n    from(instIds).pipe(\n      mergeMap((instId) =>\n        defer(async () => {\n          const tiersMap = await firstValueFrom(marginPositionTiersMap$);\n          const tiers = tiersMap.get(instId);\n          if (!tiers?.length) {\n            return null;\n          }\n\n          const tierByLevel = tiers\n            .filter((tier) => !tier.instId || tier.instId === instId)\n            .reduce((mapTierToTierInfo, tierInfo) => {\n              const existing = mapTierToTierInfo.get(tierInfo.tier);\n              if (!existing || +tierInfo.maxLever > +existing.maxLever) {\n                mapTierToTierInfo.set(tierInfo.tier, tierInfo);\n              }\n              return mapTierToTierInfo;\n            }, new Map<string, (typeof tiers)[number]>());\n          // 获取一级杠杆的最大可借贷额度作为持仓量\n          const openInterest = +(tierByLevel.get('1')?.quoteMaxLoan || 0);\n\n          return {\n            instId,\n            openInterest,\n          };\n        }).pipe(retry({ delay: 10_000 }), repeat({ delay: 60_000 })),\n      ),\n    ),\n  ),\n  filter((result): result is { instId: string; openInterest: number } => result !== null),\n  map(({ instId, openInterest }) => {\n    const partial: Partial<IQuote> = {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', instId),\n    };\n    if (typeof openInterest === 'number' && Number.isFinite(openInterest)) {\n      partial.open_interest = `${openInterest}`;\n    }\n    return partial;\n  }),\n  share(),\n);\n\nmarginOpenInterest$.subscribe();\n\nconst quoteSources$ = [\n  quoteOfSwapFromWs$,\n  interestRateOfSwapFromWS$,\n  quoteOfSwapFromRest$,\n  quoteOfSpotAndMarginFromWs$,\n  quoteOfSpotAndMarginFromRest$,\n  marginOpenInterest$,\n];\n\nconst quote$ = defer(() =>\n  merge(\n    ...quoteSources$.map((x$) =>\n      defer(() => x$).pipe(\n        // 防止单个流关闭导致整体关闭\n        catchError(() => EMPTY),\n      ),\n    ),\n  ),\n).pipe(\n  groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n  mergeMap((group$) => {\n    return group$.pipe(\n      //\n      scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n    );\n  }),\n  share(),\n);\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  terminal.channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {\n    const [datasource_id, product_id] = decodePath(channel_id);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    return quote$.pipe(filter((x) => x.product_id === product_id));\n  });\n\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        writeInterval: 1000,\n        tableName: 'quote',\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nexport const swapOpenInterest$ = defer(() => swapOpenInterests$).pipe(\n  map((x) => new Map(x.data.map((x) => [x.instId, +x.oi] as const))),\n  shareReplay(1),\n);\n"]}

package/dist/services.js

@@ -1,10 +1,10 @@
 import { Terminal } from '@yuants/protocol';
-import { defer, firstValueFrom } from 'rxjs';
-import { tradingAccountId$ } from './account';
-import { getDefaultCredential, postGridAlgoOrder } from './api';
+import { defer } from 'rxjs';
+import { getTradingAccountId } from './account';
+import { getDefaultCredential, postGridAlgoOrder } from './api/private-api';
 const terminal = Terminal.fromNodeEnv();
 defer(async () => {
-    const tradingAccountId = await firstValueFrom(tradingAccountId$);
+    const tradingAccountId = await getTradingAccountId();
     const credential = getDefaultCredential();
     terminal.server.provideService('Grid/Algo-Order', {
         required: ['account_id'],

package/dist/services.js.map

@@ -1 +1 @@
-{"version":3,"file":"services.js","sourceRoot":"","sources":["../src/services.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,iBAAiB,EAAE,MAAM,WAAW,CAAC;AAC9C,OAAO,EAAE,oBAAoB,EAAE,iBAAiB,EAAE,MAAM,OAAO,CAAC;AAEhE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,cAAc,CAAC,iBAAiB,CAAC,CAAC;IACjE,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;IAE1C,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,iBAAiB,EACjB;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,EAAE;YACX,MAAM,MAAM,GAAG,MAAM,iBAAiB,CAAC,UAAU,EAAE,GAAG,CAAC,GAAU,CAAC,CAAC;YACnE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;SAC1D;QACD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC;IACpD,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { defer, firstValueFrom } from 'rxjs';\nimport { tradingAccountId$ } from './account';\nimport { getDefaultCredential, postGridAlgoOrder } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ndefer(async () => {\n  const tradingAccountId = await firstValueFrom(tradingAccountId$);\n  const credential = getDefaultCredential();\n\n  terminal.server.provideService(\n    'Grid/Algo-Order',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      if (msg.req) {\n        const result = await postGridAlgoOrder(credential, msg.req as any);\n        return { res: { code: 0, message: 'OK', data: result } };\n      }\n      return { res: { code: 0, message: 'No Params' } };\n    },\n  );\n}).subscribe();\n"]}
+{"version":3,"file":"services.js","sourceRoot":"","sources":["../src/services.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAChD,OAAO,EAAE,oBAAoB,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AAE5E,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,mBAAmB,EAAE,CAAC;IACrD,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;IAE1C,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,iBAAiB,EACjB;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,EAAE;YACX,MAAM,MAAM,GAAG,MAAM,iBAAiB,CAAC,UAAU,EAAE,GAAG,CAAC,GAAU,CAAC,CAAC;YACnE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;SAC1D;QACD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC;IACpD,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport { getTradingAccountId } from './account';\nimport { getDefaultCredential, postGridAlgoOrder } from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ndefer(async () => {\n  const tradingAccountId = await getTradingAccountId();\n  const credential = getDefaultCredential();\n\n  terminal.server.provideService(\n    'Grid/Algo-Order',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      if (msg.req) {\n        const result = await postGridAlgoOrder(credential, msg.req as any);\n        return { res: { code: 0, message: 'OK', data: result } };\n      }\n      return { res: { code: 0, message: 'No Params' } };\n    },\n  );\n}).subscribe();\n"]}